+668.0%
BE vs HBM
+304.7%
+363.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.4% |
| 7D | +10.8% | +2.2% | +8.6% | +9.9% |
| 30D | -19.8% | -11.8% | -8.0% | -13.7% |
| 3M | -18.7% | -19.2% | +0.5% | -8.8% |
| 6M | -33.7% | -22.9% | -10.9% | -24.1% |
| YTD | +121.0% | +7.8% | +113.2% | +112.5% |
| 1Y | +85.4% | +34.9% | +50.5% | +59.9% |
| 3Y | +1,709.5% | +422.2% | +1,287.3% | +698.4% |
| 5Y | +462.2% | +192.8% | +269.4% | +202.0% |
| All | +668.0% | +304.7% | +363.3% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling